Wednesday 26 June 2013 13.47 EDT
First published on Wednesday 26 June 2013 13.47 EDT

The outpouring of grief has been immense. Many fans feel genuinely bereft and touched in a way that doesn't usually happen with the passing of a famous star they've never met. Why do you think that is?It's simply because of who he was and is. There is something immensely lovable about him and something immensely interesting. I don't know which came first. There was a quality, I think – maybe it's my taste showing – but there was a quality of sadness he had. I've been thinking about it recently, and my feeling is that you saw in him a little boy. The lost, hurt, little boy. He stood for all lost little boys.

When did you last see him?I spoke to him on the phone about a month ago, and I'd seen him at a party at his house around Easter time.

So, you were in regular contact?We had been out of contact for quite a while since the end of the show. And then we worked together on another movie [2012's Not Fade Away], which is the best thing that could have possibly happened. I feel blessed I got this chance to work with him again, back in similar days and similar times to when we first started. We stayed in contact after that, so for the last year and so.

What was your relationship like? You've often described him as a brother ...We had a very complicated relationship. When I say brother, I mean brother: we didn't always get along. We didn't always agree. He understood me on some level, I would say that. I can't say whether he would say it was the same for him. But he understood me and I think we had a great deal in common even though we had different tastes in a lot of things, different ways of dealing with things. Another word for that would be soulmate, I guess.

On Inside the Actors Studio, he gave a great anecdote about how he felt he bungled his first audition for The Sopranos. How much of that was true?He didn't bungle it. But what happened was really very funny to me. In the middle of this audition he says: "This is shit. I gotta stop." And he left the room, went down the street and disappeared. And so another audition was set up for four days hence. Then we heard someone in his family had died – when, in fact, no one had died. Finally, he came to my house, in my garage, and auditioned there. It went on tape, he did great – like we knew he would – and after I got to know him, I realised this was standard operating procedure for him. He approached things very warily. He would say he wanted to do something and then you'd see him start to rethink. And that's the way it went down: he wanted to back out and, as frustrating as it was, I didn't really get angry because I knew he would come round.

When and why did you decide that he was Tony Soprano, and no one else?There weren't many other candidates. We read a lot of people but in television you have to do that: troop in 10 people so the network doesn't feel they're having it pushed down their throat and then, eventually, after wasting all that time, convincing them to go with the one you wanted anyway.

His working pattern and ethic was always reported as being quite erratic. One critic said, quite crassly, that he had a bipolar attention to what he did. What do you make of that?Well, I'm not a clinician but, for what I do know of psychology, I would say that he was bipolar. But what do I know? He was an artist. He was not a kindergarten teacher; he was a complex guy who had a million universes inside him. And, like all artists, he struggled to get it out. We all had to work on that together. And it was tough. It's hard. I think he subscribed to that kind of thinking – I know I did for a very long time.

How much of him was in Tony Soprano? Did he ever help shape the writing of his character?He didn't shape the storyline and he didn't shape the writing, but he taught me a hugely important lesson about the character on the first day of shooting. It was written in the script that Christopher was supposed to tell him that he had written a screenplay and he was sending it to his cousin in Hollywood. And it said in the screenplay that I had written: "Tony, I'm going to send this to my cousin in Hollywood.'" And Tony says, "What's the matter with you?" and slaps him across the face. When we staged the scene, Michael Imperioli – who plays Christopher – was drinking a beer and what Jim did was lift him out of his chair by his collar and slam him against a wall. Instead of slapping him lightly across the face, saying "are you out of your fucking mind?" – it was the same dialogue, but he delivered it with eight times the intensity. What I remember most is the beer bottle, rolling across the concrete, and thought to myself: "Yep. That's great. Yep, that's right. Let's really go for this. This guy is the part."

How would you describe your working relationship overall in those years?We were soulmates. We were close in the beginning and the more it became a huge battleship, a corporation and a huge undertaking, the less time we actually saw each other, the less time we spent together discussing creative things. I was doing a lot of the writing and post-production and not on set the whole time. But we were always close, we were always talking, or communicating on some level. If we didn't speak directly, there were middle men who would communicate between us. But it was a huge undertaking.

How so?I mean, I think the life of the lead in a TV drama is the toughest thing. He would be working all day, 14-hour days, and then go home to Manhattan, see the pages for the next day's work that he'd be starting at eight o'clock in the morning, and then he had to memorise it all somehow between nine o'clock at night and eight o'clock in the morning. There wasn't a lot of time for small talk. He didn't come to the office very often but I would visit him in his trailer. Sometimes it was about a crisis, sometimes it was acrimonious. Most times it was kind of brotherly.

What did his colleagues make of him? Did the camaraderie continue off set?You should really ask them. I believe there was a family feeling about The Sopranos among the crew and cast. A lot of the cast and crew were Italian American, I think that had something to do with it. Also, we were not working out of Hollywood, that had a lot to do with it, too. We were working in New York, in Queens and New Jersey. We were not in the seat of the film empire, we were way under the radar. Nobody there was blasé about what we were making. They were best.

There are happy memories, by the sounds of it?Oh, but it wasn't all easy in the least. It was a rollercoaster ride. I'm a kid from New Jersey like him, he was a kid from New Jersey like me. Neither one of us were ready for it.

David Chase and James Gandolfini on a film set in 2011. Photograph: Bobby Bank/WireImage

What was your favourite episode or scene to work on with him?We made a movie together after The Sopranos. Some of the work we did there is some of my favourite, because we had been apart from each other, and we'd gone through that whole experience together. We were older, we were different – he was different, I was different – and yet still alike. It was like being kids, no huge star thing, no business no Emmy awards, no huge publicity machine. We were just David and Jimmy and we just worked together. And that was some of the best work I did with him.

When you think of him now, what's the first thing that springs to mind?One of my favourite memories was early on in the process. He and I went out to dinner – after we made the pilot, but before we made the show. We went to this steakhouse where they have this enormous steak. We were talking and laughing and we'd both had a lot to drink. We hit a couple of bars afterward and started laughing on the sidewalks together. It was when we were laughing – he picked me up and spun me round and dropped me. That was a great moment.

What was he like to go out with?A lot of fun. He was a huge lot of fun. I don't want to do historical revisionism or do this with rose-tinted vision because that wasn't him and that isn't me. Depending on the day, depending on the party and depending on his mood, it was unpredictable, but mostly he was out for a good time. But you know people have different agendas, and one person's good time isn't always someone else's.

On that note, what was the most challenging part of working with him?The way that that would translate is: what was the most challenging thing for him? Because then that would emanate to me. He had a lot of trouble with the scene when he was in Las Vegas and he took peyote with that waitress. Tony had a psychedelic experience and he began to realise that the death of Christopher was the end of his bad luck phase. That was a very difficult time for him.

You were both known as strong characters, though. If you did have differences of opinion on the shape a storyline or character was taking, how did you resolve that? Who usually won?I never realised this until now but … we had a lot of conversations, but Jimmy and I never had a screaming match. He would get angry and curse and all that, but we never screamed at each other. There was always a great deal of mutual respect no matter how angry we got. And I will say this – we were both very angry guys.

What did he say about the ending? Was he cool with it?We didn't discuss whether he did or didn't like it. After the first two seasons, he stopped asking about why and what things happened. In retrospect, it would have been easier if he had reacted when he had got the scripts and not when he got on set. He contributed theoretical ideas, but I didn't ever get that shitty call from a producer saying: "Well, you know, the star thinks it would be better if you did it this way." Never any of that.

James Gandolfini and David Chase, on the Set of The Sopranos: 'We were just David and Jimmy and we just worked together.' Photograph: Getty Images

How did he handle attention and people fawning over him?He was very sweet to people on the street whenever I saw him. When I read otherwise in the press … I just think some people have no sense of boundaries and keep pushing. If someone keeps saying "Hey Tony, motherfucker!" … what do you do? He was a sweet man, really.

I keep reading that, people saying he was a gentle giant.No. He wasn't a gentle giant. That's an easy statement. And doesn't do justice to how complex he was.

What made him so complex?He was extremely tortured. I'm not his psychiatrist and it's not for me to talk about his background or upbringing. It's not my place to analyse Jimmy Gandolfini. But I did say we were brothers and what I meant by that was that we had things in common, like negative tendencies. He was a very angry guy and so was I. It always seemed bizarre to me that we met under these circumstances and created this even angrier guy. We used to laugh about that a lot. We laughed a lot at rage. He would laugh at his own rage. He was delighted when he saw me rage, it was the funniest thing in the world to him.

If he had thought about it, how do you think he would have liked to have been remembered?I think, as kind of an average guy.

Really?He told me that. He said as much. But why would someone who wanted to be remembered as an average guy become an actor?

Do you know what he wanted to next?We talked about directing, he wanted to produce. And God bless him, he was smart. He would have done.